Week #9

Published: 08/04/2019

I explored different ways in which PCA can be tested. More specifically, I tried to find some testing schemes under which the PCA I developed fails while the standard PCA method works. This practice is to help me understand the potential limitations of the PCA method. Unfortunately, I have yet to find a case where the PCA method fails. So far, it appears that the standard PCA and the implemented PCA performs more or less on the same level. Currently, I'm trying to exploit the fact that "hyperbox" method was used by drawing the loading matrix from different heavy tail distributions.

What did I do this week?

Design test cases for PCA

What will I work on next week?

Devising test cases for PCA. Implement NNMF